Jacinto seems to relish in attaching Carmen's artificial leg to her stump; in the biography Del Toro wrote for the character, it's detailed that Carmen lost her leg as a result of breaking it while chasing after Jacinto the first time he left, as their affair had represented an escape to her. In that sense, the act of reattaching the prosthesis becomes a grim reminder of their connections past and present.
This also connects to Dr. Casares' reluctance to declare his love: he was also involved in the incident which lost Carmen her leg, and blamed himself for it.
At the end of the film, the surviving boys head out, alone, into a Spain which is on the verge of falling into the hands of an authoritarian and repressive nationalist dictatorship that will dominate Spain until the 1970s. What do you suppose will happen if anyone finds out whose children they all are?
The fates of Carlos and Jaime are in the YMMV section, and it's not pretty.
Santi tells Carlos early on that "You will all die". Rather than a vague foretelling of doom, he's being practical: he knows that Jacinto got him killed through greed and thoughtlessness, and that it's only a matter of time before Jacinto kills them all unless someone stops him.
Wordof God from Del Toro, in the 2017 "Making-of" book, is that Casares' realisation that his political philosophy is what made him weak and ineffectual: "a ghost, that's what I am."
